Dataset statistics
| Number of variables | 10 |
|---|---|
| Number of observations | 917553 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 31.5 MiB |
| Average record size in memory | 36.0 B |
Variable types
| Numeric | 10 |
|---|
bid_price1 is highly correlated with ask_price1 and 2 other fields | High correlation |
ask_price1 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
ask_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price1 is highly correlated with ask_price1 and 2 other fields | High correlation |
ask_price1 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
ask_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price1 is highly correlated with ask_price1 and 2 other fields | High correlation |
ask_price1 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
ask_price2 is highly correlated with bid_price1 and 2 other fields | High correlation |
bid_price2 is highly correlated with ask_price1 and 2 other fields | High correlation |
ask_price1 is highly correlated with bid_price2 and 2 other fields | High correlation |
bid_price1 is highly correlated with bid_price2 and 2 other fields | High correlation |
ask_price2 is highly correlated with bid_price2 and 2 other fields | High correlation |
Reproduction
| Analysis started | 2021-07-30 04:54:54.802502 |
|---|---|
| Analysis finished | 2021-07-30 04:58:52.661237 |
| Duration | 3 minutes and 57.86 seconds |
| Software version | pandas-profiling v3.0.0 |
| Download configuration | config.json |
time_id
Real number (ℝ≥0)
| Distinct | 3830 |
|---|---|
| Distinct (%) | 0.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 15980.05691 |
| Minimum | 5 |
|---|---|
| Maximum | 32767 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 5 |
|---|---|
| 5-th percentile | 1551 |
| Q1 | 7759 |
| median | 15772 |
| Q3 | 23834 |
| 95-th percentile | 31071 |
| Maximum | 32767 |
| Range | 32762 |
| Interquartile range (IQR) | 16075 |
Descriptive statistics
| Standard deviation | 9381.778917 |
|---|---|
| Coefficient of variation (CV) | 0.5870929604 |
| Kurtosis | -1.164642838 |
| Mean | 15980.05691 |
| Median Absolute Deviation (MAD) | 8027 |
| Skewness | 0.05211303561 |
| Sum | 1.466254916 × 1010 |
| Variance | 88017775.64 |
| Monotonicity | Increasing |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 14243 | 549 | 0.1% |
| 32342 | 538 | 0.1% |
| 26874 | 523 | 0.1% |
| 4004 | 505 | 0.1% |
| 4560 | 505 | 0.1% |
| 24600 | 502 | 0.1% |
| 25010 | 499 | 0.1% |
| 13948 | 498 | 0.1% |
| 30974 | 495 | 0.1% |
| 9343 | 487 | 0.1% |
| Other values (3820) | 912452 |
| Value | Count | Frequency (%) |
| 5 | 302 | |
| 11 | 200 | |
| 16 | 188 | |
| 31 | 120 | < 0.1% |
| 62 | 176 | |
| 72 | 263 | |
| 97 | 368 | |
| 103 | 294 | |
| 109 | 236 | |
| 123 | 436 |
| Value | Count | Frequency (%) |
| 32767 | 228 | |
| 32763 | 307 | |
| 32758 | 188 | |
| 32753 | 206 | |
| 32751 | 297 | |
| 32750 | 149 | |
| 32748 | 170 | |
| 32746 | 209 | |
| 32739 | 228 | |
| 32736 | 212 |
seconds_in_bucket
Real number (ℝ≥0)
| Distinct | 600 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 293.6920145 |
| Minimum | 0 |
|---|---|
| Maximum | 599 |
| Zeros | 3830 |
| Zeros (%) | 0.4% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 26 |
| Q1 | 142 |
| median | 292 |
| Q3 | 444 |
| 95-th percentile | 567 |
| Maximum | 599 |
| Range | 599 |
| Interquartile range (IQR) | 302 |
Descriptive statistics
| Standard deviation | 173.5964405 |
|---|---|
| Coefficient of variation (CV) | 0.5910832841 |
| Kurtosis | -1.206721482 |
| Mean | 293.6920145 |
| Median Absolute Deviation (MAD) | 151 |
| Skewness | 0.02714501101 |
| Sum | 269477989 |
| Variance | 30135.72414 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 3830 | 0.4% |
| 1 | 1975 | 0.2% |
| 3 | 1734 | 0.2% |
| 2 | 1716 | 0.2% |
| 5 | 1660 | 0.2% |
| 95 | 1658 | 0.2% |
| 90 | 1656 | 0.2% |
| 62 | 1646 | 0.2% |
| 65 | 1642 | 0.2% |
| 101 | 1640 | 0.2% |
| Other values (590) | 898396 |
| Value | Count | Frequency (%) |
| 0 | 3830 | |
| 1 | 1975 | |
| 2 | 1716 | |
| 3 | 1734 | |
| 4 | 1634 | |
| 5 | 1660 | |
| 6 | 1631 | |
| 7 | 1629 | |
| 8 | 1576 | |
| 9 | 1564 |
| Value | Count | Frequency (%) |
| 599 | 673 | |
| 598 | 889 | |
| 597 | 1082 | |
| 596 | 1177 | |
| 595 | 1250 | |
| 594 | 1330 | |
| 593 | 1375 | |
| 592 | 1339 | |
| 591 | 1385 | |
| 590 | 1445 |
| Distinct | 81771 |
|---|---|
| Distinct (%) | 8.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.9994952679 |
| Minimum | 0.9382413626 |
|---|---|
| Maximum | 1.045641184 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 0.9382413626 |
|---|---|
| 5-th percentile | 0.9948065281 |
| Q1 | 0.9983679056 |
| median | 0.9996315837 |
| Q3 | 1.000753284 |
| 95-th percentile | 1.003736973 |
| Maximum | 1.045641184 |
| Range | 0.1073998213 |
| Interquartile range (IQR) | 0.002385377884 |
Descriptive statistics
| Standard deviation | 0.003646981902 |
|---|---|
| Coefficient of variation (CV) | 0.003648823593 |
| Kurtosis | 37.35269165 |
| Mean | 0.9994952679 |
| Median Absolute Deviation (MAD) | 0.001185595989 |
| Skewness | -1.418036938 |
| Sum | 917089.875 |
| Variance | 1.33004778 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 5553 | 0.6% |
| 1.000024199 | 340 | < 0.1% |
| 1.000024319 | 332 | < 0.1% |
| 1.000023365 | 328 | < 0.1% |
| 1.000023484 | 320 | < 0.1% |
| 1.00002408 | 283 | < 0.1% |
| 0.9999758601 | 273 | < 0.1% |
| 1.000023723 | 244 | < 0.1% |
| 1.000023842 | 244 | < 0.1% |
| 1.000024438 | 229 | < 0.1% |
| Other values (81761) | 909407 |
| Value | Count | Frequency (%) |
| 0.9382413626 | 4 | |
| 0.9383010864 | 4 | |
| 0.9383608699 | 3 | |
| 0.9385998845 | 2 | < 0.1% |
| 0.938659668 | 1 | < 0.1% |
| 0.9387193918 | 3 | |
| 0.9388388991 | 6 | |
| 0.9388986826 | 5 | |
| 0.9389584661 | 1 | < 0.1% |
| 0.9390779734 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 1.045641184 | 5 | < 0.1% |
| 1.0424788 | 13 | < 0.1% |
| 1.042235494 | 16 | |
| 1.042174697 | 3 | < 0.1% |
| 1.041466475 | 35 | |
| 1.041407585 | 2 | < 0.1% |
| 1.041348577 | 3 | < 0.1% |
| 1.040411115 | 5 | < 0.1% |
| 1.040286183 | 3 | < 0.1% |
| 1.040107012 | 17 |
| Distinct | 77466 |
|---|---|
| Distinct (%) | 8.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.000525832 |
| Minimum | 0.9443365335 |
|---|---|
| Maximum | 1.056891799 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 0.9443365335 |
|---|---|
| 5-th percentile | 0.9963750243 |
| Q1 | 0.999222517 |
| median | 1.000331044 |
| Q3 | 1.001560211 |
| 95-th percentile | 1.00535655 |
| Maximum | 1.056891799 |
| Range | 0.1125552654 |
| Interquartile range (IQR) | 0.002337694168 |
Descriptive statistics
| Standard deviation | 0.003677648259 |
|---|---|
| Coefficient of variation (CV) | 0.003675715532 |
| Kurtosis | 34.64378357 |
| Mean | 1.000525832 |
| Median Absolute Deviation (MAD) | 0.001169800758 |
| Skewness | 0.8512346148 |
| Sum | 918035.5 |
| Variance | 1.352509662 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 5878 | 0.6% |
| 1.000023842 | 472 | 0.1% |
| 1.000024319 | 350 | < 0.1% |
| 1.000024438 | 310 | < 0.1% |
| 1.000025511 | 298 | < 0.1% |
| 1.000023603 | 292 | < 0.1% |
| 1.000024199 | 280 | < 0.1% |
| 1.00002408 | 280 | < 0.1% |
| 1.000024676 | 262 | < 0.1% |
| 1.00007081 | 258 | < 0.1% |
| Other values (77456) | 908873 |
| Value | Count | Frequency (%) |
| 0.9443365335 | 20 | |
| 0.9444560409 | 26 | |
| 0.9481073022 | 1 | < 0.1% |
| 0.9495951533 | 2 | < 0.1% |
| 0.9503141642 | 5 | < 0.1% |
| 0.9533179998 | 3 | < 0.1% |
| 0.9536585808 | 2 | < 0.1% |
| 0.954605341 | 4 | < 0.1% |
| 0.9546666741 | 3 | < 0.1% |
| 0.9547342062 | 3 | < 0.1% |
| Value | Count | Frequency (%) |
| 1.056891799 | 1 | < 0.1% |
| 1.056648493 | 1 | < 0.1% |
| 1.055082321 | 1 | < 0.1% |
| 1.054215908 | 3 | < 0.1% |
| 1.054155111 | 7 | |
| 1.054094315 | 11 | |
| 1.054080367 | 1 | < 0.1% |
| 1.053844571 | 4 | < 0.1% |
| 1.053196192 | 5 | |
| 1.052842498 | 1 | < 0.1% |
| Distinct | 83452 |
|---|---|
| Distinct (%) | 9.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.9992983937 |
| Minimum | 0.9372130632 |
|---|---|
| Maximum | 1.043755889 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 0.9372130632 |
|---|---|
| 5-th percentile | 0.9945313931 |
| Q1 | 0.9981838465 |
| median | 0.9994723797 |
| Q3 | 1.000586748 |
| 95-th percentile | 1.003514051 |
| Maximum | 1.043755889 |
| Range | 0.1065428257 |
| Interquartile range (IQR) | 0.002402901649 |
Descriptive statistics
| Standard deviation | 0.003660179209 |
|---|---|
| Coefficient of variation (CV) | 0.003662748961 |
| Kurtosis | 37.37913132 |
| Mean | 0.9992983937 |
| Median Absolute Deviation (MAD) | 0.00118792057 |
| Skewness | -1.628376126 |
| Sum | 916909.25 |
| Variance | 1.339691244 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 4717 | 0.5% |
| 1.000023365 | 366 | < 0.1% |
| 1.000024199 | 344 | < 0.1% |
| 1.00002408 | 280 | < 0.1% |
| 0.9999765754 | 270 | < 0.1% |
| 0.9999758005 | 262 | < 0.1% |
| 1.000023842 | 258 | < 0.1% |
| 1.000023603 | 244 | < 0.1% |
| 1.000024438 | 238 | < 0.1% |
| 1.000024676 | 235 | < 0.1% |
| Other values (83442) | 910339 |
| Value | Count | Frequency (%) |
| 0.9372130632 | 8 | |
| 0.9381815791 | 10 | |
| 0.9382413626 | 4 | < 0.1% |
| 0.9383010864 | 4 | < 0.1% |
| 0.9385401607 | 4 | < 0.1% |
| 0.9385998845 | 1 | < 0.1% |
| 0.938659668 | 1 | < 0.1% |
| 0.9387791753 | 10 | |
| 0.9388388991 | 1 | < 0.1% |
| 0.9388986826 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 1.043755889 | 1 | < 0.1% |
| 1.042235494 | 3 | < 0.1% |
| 1.042174697 | 2 | < 0.1% |
| 1.041992307 | 5 | < 0.1% |
| 1.04193151 | 10 | |
| 1.04156661 | 2 | < 0.1% |
| 1.041407585 | 2 | < 0.1% |
| 1.041348577 | 2 | < 0.1% |
| 1.041289687 | 3 | < 0.1% |
| 1.040700197 | 16 |
| Distinct | 77196 |
|---|---|
| Distinct (%) | 8.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.000727057 |
| Minimum | 0.9444560409 |
|---|---|
| Maximum | 1.057675838 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 0.9444560409 |
|---|---|
| 5-th percentile | 0.9966229796 |
| Q1 | 0.9993902445 |
| median | 1.000495672 |
| Q3 | 1.001744509 |
| 95-th percentile | 1.005660415 |
| Maximum | 1.057675838 |
| Range | 0.1132197976 |
| Interquartile range (IQR) | 0.002354264259 |
Descriptive statistics
| Standard deviation | 0.003704133211 |
|---|---|
| Coefficient of variation (CV) | 0.003701442154 |
| Kurtosis | 34.75125885 |
| Mean | 1.000727057 |
| Median Absolute Deviation (MAD) | 0.001172184944 |
| Skewness | 1.094791055 |
| Sum | 918220.125 |
| Variance | 1.372060251 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 5480 | 0.6% |
| 1.000024438 | 367 | < 0.1% |
| 1.000024319 | 353 | < 0.1% |
| 1.000024199 | 347 | < 0.1% |
| 1.00002408 | 340 | < 0.1% |
| 1.000023723 | 335 | < 0.1% |
| 1.000023842 | 316 | < 0.1% |
| 1.000023603 | 273 | < 0.1% |
| 1.000024676 | 266 | < 0.1% |
| 0.9999758601 | 235 | < 0.1% |
| Other values (77186) | 909241 |
| Value | Count | Frequency (%) |
| 0.9444560409 | 7 | < 0.1% |
| 0.9445158243 | 37 | |
| 0.9481012225 | 2 | < 0.1% |
| 0.9503141642 | 1 | < 0.1% |
| 0.9536585808 | 2 | < 0.1% |
| 0.954605341 | 1 | < 0.1% |
| 0.9546666741 | 4 | < 0.1% |
| 0.9547342062 | 2 | < 0.1% |
| 0.9547939897 | 2 | < 0.1% |
| 0.9548505545 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 1.057675838 | 1 | < 0.1% |
| 1.057378292 | 1 | < 0.1% |
| 1.057134986 | 1 | < 0.1% |
| 1.056891799 | 2 | < 0.1% |
| 1.056648493 | 3 | < 0.1% |
| 1.056466103 | 3 | < 0.1% |
| 1.055082321 | 5 | |
| 1.054398417 | 5 | |
| 1.054155111 | 11 | |
| 1.054080367 | 3 | < 0.1% |
bid_size1
Real number (ℝ≥0)
| Distinct | 936 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 113.7171019 |
| Minimum | 1 |
|---|---|
| Maximum | 3221 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 22 |
| median | 100 |
| Q3 | 157 |
| 95-th percentile | 311 |
| Maximum | 3221 |
| Range | 3220 |
| Interquartile range (IQR) | 135 |
Descriptive statistics
| Standard deviation | 108.6572086 |
|---|---|
| Coefficient of variation (CV) | 0.9555045531 |
| Kurtosis | 10.31237492 |
| Mean | 113.7171019 |
| Median Absolute Deviation (MAD) | 75 |
| Skewness | 1.940216438 |
| Sum | 104341468 |
| Variance | 11806.38899 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 100 | 162623 | 17.7% |
| 90 | 89268 | 9.7% |
| 1 | 75920 | 8.3% |
| 200 | 53375 | 5.8% |
| 2 | 30532 | 3.3% |
| 101 | 19282 | 2.1% |
| 300 | 17231 | 1.9% |
| 3 | 16938 | 1.8% |
| 5 | 13226 | 1.4% |
| 10 | 13101 | 1.4% |
| Other values (926) | 426057 |
| Value | Count | Frequency (%) |
| 1 | 75920 | |
| 2 | 30532 | |
| 3 | 16938 | 1.8% |
| 4 | 11511 | 1.3% |
| 5 | 13226 | 1.4% |
| 6 | 8314 | 0.9% |
| 7 | 5955 | 0.6% |
| 8 | 5174 | 0.6% |
| 9 | 4803 | 0.5% |
| 10 | 13101 | 1.4% |
| Value | Count | Frequency (%) |
| 3221 | 1 | < 0.1% |
| 3120 | 1 | < 0.1% |
| 3100 | 1 | < 0.1% |
| 3025 | 4 | |
| 2925 | 1 | < 0.1% |
| 1872 | 1 | < 0.1% |
| 1700 | 1 | < 0.1% |
| 1639 | 3 | |
| 1550 | 3 | |
| 1493 | 2 |
ask_size1
Real number (ℝ≥0)
| Distinct | 988 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 100.8253496 |
| Minimum | 1 |
|---|---|
| Maximum | 16608 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 14 |
| median | 93 |
| Q3 | 117 |
| 95-th percentile | 300 |
| Maximum | 16608 |
| Range | 16607 |
| Interquartile range (IQR) | 103 |
Descriptive statistics
| Standard deviation | 109.0638918 |
|---|---|
| Coefficient of variation (CV) | 1.08171102 |
| Kurtosis | 2307.499362 |
| Mean | 100.8253496 |
| Median Absolute Deviation (MAD) | 69 |
| Skewness | 17.38395856 |
| Sum | 92512602 |
| Variance | 11894.93249 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 100 | 144179 | 15.7% |
| 1 | 88157 | 9.6% |
| 90 | 85817 | 9.4% |
| 200 | 38771 | 4.2% |
| 2 | 36157 | 3.9% |
| 3 | 20100 | 2.2% |
| 101 | 18642 | 2.0% |
| 5 | 16642 | 1.8% |
| 4 | 14111 | 1.5% |
| 20 | 13690 | 1.5% |
| Other values (978) | 441287 |
| Value | Count | Frequency (%) |
| 1 | 88157 | |
| 2 | 36157 | |
| 3 | 20100 | 2.2% |
| 4 | 14111 | 1.5% |
| 5 | 16642 | 1.8% |
| 6 | 9590 | 1.0% |
| 7 | 6827 | 0.7% |
| 8 | 6078 | 0.7% |
| 9 | 5598 | 0.6% |
| 10 | 13119 | 1.4% |
| Value | Count | Frequency (%) |
| 16608 | 4 | |
| 4751 | 2 | |
| 2501 | 1 | < 0.1% |
| 2433 | 1 | < 0.1% |
| 2404 | 1 | < 0.1% |
| 2403 | 3 | |
| 2400 | 2 | |
| 2300 | 4 | |
| 2200 | 1 | < 0.1% |
| 2103 | 1 | < 0.1% |
bid_size2
Real number (ℝ≥0)
| Distinct | 809 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 86.77024107 |
| Minimum | 1 |
|---|---|
| Maximum | 4391 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 18 |
| median | 100 |
| Q3 | 102 |
| 95-th percentile | 242 |
| Maximum | 4391 |
| Range | 4390 |
| Interquartile range (IQR) | 84 |
Descriptive statistics
| Standard deviation | 90.60258847 |
|---|---|
| Coefficient of variation (CV) | 1.04416661 |
| Kurtosis | 46.72589166 |
| Mean | 86.77024107 |
| Median Absolute Deviation (MAD) | 74 |
| Skewness | 3.231694537 |
| Sum | 79616295 |
| Variance | 8208.829038 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 100 | 213553 | |
| 1 | 84561 | 9.2% |
| 200 | 53535 | 5.8% |
| 2 | 33934 | 3.7% |
| 25 | 23932 | 2.6% |
| 26 | 22793 | 2.5% |
| 20 | 21039 | 2.3% |
| 101 | 19777 | 2.2% |
| 5 | 17099 | 1.9% |
| 24 | 16590 | 1.8% |
| Other values (799) | 410740 |
| Value | Count | Frequency (%) |
| 1 | 84561 | |
| 2 | 33934 | |
| 3 | 16370 | 1.8% |
| 4 | 12848 | 1.4% |
| 5 | 17099 | 1.9% |
| 6 | 8667 | 0.9% |
| 7 | 6068 | 0.7% |
| 8 | 5901 | 0.6% |
| 9 | 5043 | 0.5% |
| 10 | 13797 | 1.5% |
| Value | Count | Frequency (%) |
| 4391 | 2 | < 0.1% |
| 3220 | 1 | < 0.1% |
| 3120 | 6 | |
| 2901 | 2 | < 0.1% |
| 2878 | 1 | < 0.1% |
| 2877 | 1 | < 0.1% |
| 2800 | 1 | < 0.1% |
| 2535 | 1 | < 0.1% |
| 2500 | 4 | |
| 2102 | 7 |
ask_size2
Real number (ℝ≥0)
| Distinct | 890 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 83.20306729 |
| Minimum | 1 |
|---|---|
| Maximum | 16608 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.5 MiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 14 |
| median | 90 |
| Q3 | 102 |
| 95-th percentile | 226 |
| Maximum | 16608 |
| Range | 16607 |
| Interquartile range (IQR) | 88 |
Descriptive statistics
| Standard deviation | 94.96838783 |
|---|---|
| Coefficient of variation (CV) | 1.14140489 |
| Kurtosis | 1081.710946 |
| Mean | 83.20306729 |
| Median Absolute Deviation (MAD) | 64 |
| Skewness | 10.28063018 |
| Sum | 76343224 |
| Variance | 9018.994686 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 100 | 196573 | |
| 1 | 85059 | 9.3% |
| 200 | 44849 | 4.9% |
| 2 | 35528 | 3.9% |
| 25 | 24997 | 2.7% |
| 26 | 21942 | 2.4% |
| 20 | 19830 | 2.2% |
| 5 | 19230 | 2.1% |
| 101 | 19224 | 2.1% |
| 3 | 18317 | 2.0% |
| Other values (880) | 432004 |
| Value | Count | Frequency (%) |
| 1 | 85059 | |
| 2 | 35528 | |
| 3 | 18317 | 2.0% |
| 4 | 15424 | 1.7% |
| 5 | 19230 | 2.1% |
| 6 | 10207 | 1.1% |
| 7 | 7038 | 0.8% |
| 8 | 6227 | 0.7% |
| 9 | 5787 | 0.6% |
| 10 | 13763 | 1.5% |
| Value | Count | Frequency (%) |
| 16608 | 1 | < 0.1% |
| 4900 | 4 | < 0.1% |
| 4751 | 1 | < 0.1% |
| 2500 | 21 | |
| 2300 | 2 | < 0.1% |
| 2200 | 5 | < 0.1% |
| 2133 | 1 | < 0.1% |
| 2110 | 10 | |
| 2100 | 24 | |
| 2033 | 1 | < 0.1% |
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here. A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
First rows
| time_id | seconds_in_bucket | bid_price1 | ask_price1 | bid_price2 | ask_price2 | bid_size1 | ask_size1 | bid_size2 | ask_size2 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 5 | 0 | 1.001422 | 1.002301 | 1.00137 | 1.002353 | 3 | 226 | 2 | 100 |
| 1 | 5 | 1 | 1.001422 | 1.002301 | 1.00137 | 1.002353 | 3 | 100 | 2 | 100 |
| 2 | 5 | 5 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 100 | 2 | 100 |
| 3 | 5 | 6 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
| 4 | 5 | 7 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
| 5 | 5 | 11 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 100 | 2 | 100 |
| 6 | 5 | 12 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
| 7 | 5 | 14 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
| 8 | 5 | 15 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
| 9 | 5 | 16 | 1.001422 | 1.002301 | 1.00137 | 1.002405 | 3 | 126 | 2 | 100 |
Last rows
| time_id | seconds_in_bucket | bid_price1 | ask_price1 | bid_price2 | ask_price2 | bid_size1 | ask_size1 | bid_size2 | ask_size2 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 917543 | 32767 | 559 | 0.998611 | 0.998946 | 0.998515 | 0.999042 | 190 | 28 | 200 | 100 |
| 917544 | 32767 | 564 | 0.998611 | 0.998946 | 0.998515 | 0.998994 | 190 | 28 | 200 | 28 |
| 917545 | 32767 | 565 | 0.998611 | 0.998946 | 0.998515 | 0.998994 | 190 | 28 | 200 | 28 |
| 917546 | 32767 | 566 | 0.998611 | 0.998946 | 0.998515 | 0.999042 | 190 | 28 | 200 | 100 |
| 917547 | 32767 | 567 | 0.997796 | 0.998754 | 0.997748 | 0.998946 | 48 | 113 | 100 | 28 |
| 917548 | 32767 | 568 | 0.998275 | 0.998754 | 0.997796 | 0.998946 | 90 | 90 | 48 | 28 |
| 917549 | 32767 | 569 | 0.998275 | 0.998754 | 0.997892 | 0.998946 | 91 | 90 | 200 | 28 |
| 917550 | 32767 | 571 | 0.998275 | 0.998754 | 0.997892 | 0.998946 | 91 | 90 | 100 | 28 |
| 917551 | 32767 | 572 | 0.998275 | 0.998754 | 0.997892 | 0.998946 | 92 | 90 | 100 | 28 |
| 917552 | 32767 | 582 | 0.998275 | 0.998754 | 0.998179 | 0.998946 | 92 | 90 | 26 | 28 |